+394.0%
CAH vs DGX
+66.8%
+327.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | -5.1% | -0.9% | -4.2% | -4.9% |
| 30D | +0.2% | -1.2% | +1.3% | +0.5% |
| 3M | +6.3% | +15.8% | -9.5% | +2.0% |
| 6M | +9.4% | +18.2% | -8.8% | +4.2% |
| YTD | +15.0% | +37.2% | -22.2% | +4.8% |
| 1Y | +55.4% | +30.4% | +25.1% | +43.6% |
| 3Y | +173.8% | +96.7% | +77.1% | +123.3% |
| All | +394.0% | +66.8% | +327.2% | +296.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling